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Citations for "On the sources of the Great Moderation"

by Jordi Galí & Luca Gambetti

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  1. Christian Haefke & Marcus Sonntag & Thijs van Rens, 2012. "Wage Rigidity and Job Creation," Working Papers 629, Barcelona Graduate School of Economics.
  2. Javier Andrés & José Emilio Boscá & Javier Ferri, 2011. "Household Debt and Labor Market Fluctuations," Working Papers, International Economics Institute, University of Valencia 1102, International Economics Institute, University of Valencia.
  3. Gaballo, G., 2012. "Good Luck or Good Policy? An Expectational Theory of Macro-Volatility Switches," Working papers, Banque de France 402, Banque de France.
  4. Mark Setterfield, 2012. "Real Sector Imbalances and the Great Recession," Working Papers, Trinity College, Department of Economics 1201, Trinity College, Department of Economics.
  5. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
  6. Canova, Fabio & Ferroni, Filippo, 2012. "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, Elsevier, vol. 167(1), pages 47-60.
  7. Nucci, Francesco & Riggi, Marianna, 2013. "Performance pay and changes in U.S. labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(12), pages 2796-2813.
  8. Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang, 2014. "CES Technology and Business Cycle Fluctuations," School of Economics Discussion Papers, School of Economics, University of Surrey 0414, School of Economics, University of Surrey.
  9. Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2008. "Technology shocks, structural breaks and the effects on the business cycle," Economics Letters, Elsevier, Elsevier, vol. 100(3), pages 392-395, September.
  10. José De Gregorio, 2007. "Algunas Reflexiones sobre el Crecimiento Económico en Chile," Economic Policy Papers Central Bank of Chile, Central Bank of Chile 20, Central Bank of Chile.
  11. Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank, Research Centre.
  12. Steven J. Davis & James A. Kahn, 2008. "Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 22(4), pages 155-80, Fall.
  13. Andre Kurmann & Julien Champagne, 2010. "The Great Increase in Relative Volatility of Real Wages in the United States," 2010 Meeting Papers, Society for Economic Dynamics 674, Society for Economic Dynamics.
  14. María Elisa Farías, 2008. "Growth and Volatility in Developing Countries: The Role of Credits and Fiscal Policy," Working Papers Central Bank of Chile, Central Bank of Chile 488, Central Bank of Chile.
  15. Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7813, C.E.P.R. Discussion Papers.
  16. Emmanuel De Veirman & Andrew T. Levin, 2011. "Cyclical Changes in Firm Volatility," CAMA Working Papers 2011-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. John W. Keating & Victor J. Valcarcel, 2012. "Greater Moderations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201202, University of Kansas, Department of Economics.
  18. Lee E. Ohanian & Andrea Raffo, 2011. "Aggregate hours worked in OECD countries: new measurement and implications for business cycles," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1039, Board of Governors of the Federal Reserve System (U.S.).
  19. Anton Nakov & Andrea Pescatori, 2010. "Oil and the Great Moderation," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 120(543), pages 131-156, 03.
  20. Axel A Weber & Rafael Gerke & Andreas Worms, 2009. "Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates," BIS Working Papers 276, Bank for International Settlements.
  21. Matteo LUCIANI, . "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance wp2010-7, Department of the Treasury, Ministry of the Economy and of Finance.
  22. Marcel Förster, 2013. "The Great Moderation: Inventories, Shocks or Monetary Policy?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) 201348, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  23. Carl E. Walsh, 2009. "Inflation Targeting: What Have We Learned?," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 12(2), pages 195-233, 08.
  24. Luca Benati & Thomas A. Lubik, 2013. "The time-varying Beveridge curve," Working Paper, Federal Reserve Bank of Richmond 13-12, Federal Reserve Bank of Richmond.
  25. Cantore, Cristiano & León-Ledesma, Miguel A. & McAdam, Peter & Willman, Alpo, 2010. "Shocking stuff: technology, hours, and factor substitution," Working Paper Series, European Central Bank 1278, European Central Bank.
  26. Mark Setterfield, 2013. "Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities," Working Papers, Trinity College, Department of Economics 1320, Trinity College, Department of Economics.
  27. Luca Benati & Thomas A Lubik, 2012. "Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts," CAMA Working Papers 2012-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  28. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Okun’s macroscope and the changing cyclicality of underlying margins of adjustment," Working Paper Series, Federal Reserve Bank of San Francisco 2013-32, Federal Reserve Bank of San Francisco.
  29. Tim Willems & Sweder van Wijnbergen, 2009. "Imperfect Information, Lagged Labor Adjustment and the Great Moderation," Tinbergen Institute Discussion Papers 09-063/2, Tinbergen Institute, revised 18 Apr 2012.
  30. Vranceanu, Radu, 2009. "Four Myths and a Financial Crisis," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School DR 09006, ESSEC Research Center, ESSEC Business School.
  31. Mehdi Senouci, 2011. "Optimal growth and the golden rule in a two-sector model of capital accumulation," PSE Working Papers halshs-00572510, HAL.
  32. Albrecht Ritschl & Samad Sarferaz & Martin Uebele, 2008. "The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts," SFB 649 Discussion Papers SFB649DP2008-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  33. Vincenzo Quadrini & Fabrizio Perri, 2011. "International Recessions," 2011 Meeting Papers 123, Society for Economic Dynamics.
  34. Richard Pomfret, 2009. "The Financial Sector and the Future of Capitalism," School of Economics Working Papers, University of Adelaide, School of Economics 2009-05, University of Adelaide, School of Economics.
  35. Liang Chen & Juan Dolado & Jesus Gonzalo, 2013. "Detecting Big Structural Breaks in Large Factor Models," Economics Series Working Papers 677, University of Oxford, Department of Economics.
  36. Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2010. "Productivity, Energy Prices and the Great Moderation: A New Link," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 715-724, July.
  37. Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Center for Economic Studies - Discussion papers, Katholieke Universiteit Leuven, Centrum voor Economische Studiën ces10.26, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  38. Cantore, C. & Ferroni, F. & León-Ledesma, M A., 2011. "Interpreting the Hours-Technology time-varying relationship," Working papers, Banque de France 351, Banque de France.
  39. Enders, Walter & Ma, Jun, 2011. "Sources of the great moderation: A time-series analysis of GDP subsectors," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(1), pages 67-79, January.
  40. Zaghini, Andrea & Bencivelli, Lorenzo, 2012. "Financial innovation, macroeconomic volatility and the great moderation," MPRA Paper 41263, University Library of Munich, Germany.
  41. Solomos, Dionysios & Papageorgiou, Theofanis & Koumparoulis, Dimitrios, 2012. "Financial Sector and Business Cycles Determinants in the EMU context: An Empirical Approach (1996-2011)," MPRA Paper 43858, University Library of Munich, Germany.
  42. Gamber, Edward N. & Smith, Julie K. & Weiss, Matthew A., 2011. "Forecast errors before and during the Great Moderation," Journal of Economics and Business, Elsevier, Elsevier, vol. 63(4), pages 278-289, July.
  43. Michelle Alexopoulos, 2011. "Read All about It!! What Happens Following a Technology Shock?," American Economic Review, American Economic Association, American Economic Association, vol. 101(4), pages 1144-79, June.
  44. Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, . "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
  45. Jambu, Marc-Antoine, 2010. "Has the Globalisation really generated more competition in OECD economies," MPRA Paper 19974, University Library of Munich, Germany.
  46. Thijs van Rens, 2011. "How important is the intensive margin of labor adjustment?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1285, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2011.
  47. Steven J. Davis & R. Jason Faberman & John Haltiwanger & Ron Jarmin & Javier Miranda, 2010. "Business Volatility, Job Destruction, and Unemployment," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 259-87, April.
  48. Jordi Galí & Luca Gambetti, 2013. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," Working Papers 724, Barcelona Graduate School of Economics.
  49. Ko, Jun-Hyung & Murase, Koichi, 2013. "Great Moderation in the Japanese economy," Japan and the World Economy, Elsevier, Elsevier, vol. 27(C), pages 10-24.
  50. Mehrotra, Aaron & Sánchez-Fung, José R., 2011. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 21(2), pages 207-228, April.
  51. Canova, Fabio & Gambetti, Luca, 2009. "Do expectations matter? The Great Moderation revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7597, C.E.P.R. Discussion Papers.
  52. Keen, Steve, 2013. "A monetary Minsky model of the Great Moderation and the Great Recession," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 86(C), pages 221-235.
  53. John W. Keating & Victor J. Valcarcel, 2012. "The Time Varying Effects of Permanent and Transitory Shocks to Real Output," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201203, University of Kansas, Department of Economics.
  54. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(3), pages 569-596.
  55. Vasco Carvalho & Xavier Gabaix, 2013. "The Great Diversification and Its Undoing," American Economic Review, American Economic Association, American Economic Association, vol. 103(5), pages 1697-1727, August.
  56. KWON Hyeog Ug & Jun-Hyung KO, 2013. "Do Technology Shocks Lower Hours Worked? Evidence from the Japan Industrial Productivity Database," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 13018, Research Institute of Economy, Trade and Industry (RIETI).
  57. Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2008. "The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7069, C.E.P.R. Discussion Papers.
  58. Ashoka Mody & Alina Carare, 2010. "Spillovers of Domestic Shocks," IMF Working Papers 10/78, International Monetary Fund.
  59. Barnichon, Regis, 2010. "Productivity and unemployment over the business cycle," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(8), pages 1013-1025, November.
  60. Clark, Andrew E. & Flèche, Sarah & Senik, Claudia, 2012. "The Great Happiness Moderation," IZA Discussion Papers 6761, Institute for the Study of Labor (IZA).
  61. Francesco Nucci & Marianna Riggi, 2009. "The Great Moderation and Changes in the Structure of Labor Compensation," Working Papers, University of Rome La Sapienza, Department of Public Economics 124, University of Rome La Sapienza, Department of Public Economics.
  62. Eden, Maya, 2012. "Financial distortions and the distribution of global volatility," Policy Research Working Paper Series 5929, The World Bank.
  63. Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
  64. Steffen Henzel & Elisabeth Wieland, 2013. "Synchronization and Changes in International Inflation Uncertainty," CESifo Working Paper Series 4194, CESifo Group Munich.
  65. Eric Mayer & Johann Scharler, 2010. "Noisy Information, Interest Rate Shocks and the Great Moderation," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria 2010-07, Department of Economics, Johannes Kepler University Linz, Austria.
  66. Kotaro Ishi & Kenji Fujita & Mark R. Stone, 2011. "Should Unconventional Balance Sheet Policies Be Added to the Central Bank toolkit? a Review of the Experience so Far," IMF Working Papers 11/145, International Monetary Fund.
  67. Stan Du Plessis & Kevin Kotze, 2012. "Trends and Structural Changes in South African Macroeconomic Volatility," Working Papers 297, Economic Research Southern Africa.
  68. Berg, Tim Oliver, 2011. "Technology news and the U.S. economy: Time variation and structural changes," MPRA Paper 35361, University Library of Munich, Germany.
  69. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
  70. Champagne, Julien & Kurmann, André, 2013. "The great increase in relative wage volatility in the United States," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(2), pages 166-183.
  71. Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series, Federal Reserve Bank of Chicago WP-07-07, Federal Reserve Bank of Chicago.
  72. Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012. "The dynamics of hours worked and technology," Banco de Espa�a Working Papers 1238, Banco de Espa�a.
  73. Benjamin Wong, 2013. "The Evolution of the U.S. Output-Inflation Tradeoff," CAMA Working Papers 2013-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  74. Eickmeier, Sandra & Marcellino, Massimiliano & Prieto, Esteban, 2013. "Time Variation in Macro-Financial Linkages," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9436, C.E.P.R. Discussion Papers.
  75. Pau Rabanal & Jaewoo Lee, 2010. "Forecasting U.S. Investment," IMF Working Papers 10/246, International Monetary Fund.
  76. Emmanuel De Veirman & Andrew Levin, 2009. "Measuring Changes in Firm-Level Volatility: An Application to Japan," Reserve Bank of New Zealand Discussion Paper Series DP2009/20, Reserve Bank of New Zealand.
  77. Regis Barnichon, 2007. "Productivity, aggregate demand and unemployment fluctuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 19694, London School of Economics and Political Science, LSE Library.
  78. Manjola Tase, 2013. "Sectoral allocation, risk efficiency and the Great Moderation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-73, Board of Governors of the Federal Reserve System (U.S.).
  79. R. Jason Faberman, 2008. "Job flows, jobless recoveries, and the Great Moderation," Working Papers 08-11, Federal Reserve Bank of Philadelphia.
  80. Abbritti, Mirko & Weber, Sebastian, 2010. "Labor market institutions and the business cycle Unemployment rigidities vs. real wage rigidities," Working Paper Series, European Central Bank 1183, European Central Bank.
  81. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, Elsevier, vol. 68(C), pages 24-42.
  82. José de Gregorio, 2012. "Price And Financial Stability In Modern Central Banking," JOURNAL OF LACEA ECONOMIA, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
  83. Gambetti, Luca & Musso, Alberto, 2012. "Loan supply shocks and the business cycle," Working Paper Series, European Central Bank 1469, European Central Bank.
  84. Régis Barnichon, 2007. "Productivity, Aggregate Demand and Unemployment Fluctuations," CEP Discussion Papers dp0819, Centre for Economic Performance, LSE.
  85. Arturo Ormeno, 2008. "Great Moderation debate: should we be worry about using approximated policy functions?," 2008 Meeting Papers 659, Society for Economic Dynamics.
  86. Elmar Mertens, 2010. "Structural shocks and the comovements between output and interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2010-21, Board of Governors of the Federal Reserve System (U.S.).
  87. Alasdair Scott & Pau Rabanal & Prakash Kannan, 2009. "Macroeconomic Patterns and Monetary Policy in the Run-Up to Asset Price Busts," IMF Working Papers 09/252, International Monetary Fund.
  88. Christian Calmès & Raymond Théoret, 2008. "Banking Deregulation and Financial Stability : is it Time to re-regulate in Canada ?," RePAd Working Paper Series, Département des sciences administratives, UQO UQO-DSA-wp042008, Département des sciences administratives, UQO.
  89. Jörg Breitung, 2008. "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(5+6), pages 630-643, December.
  90. Jose De Gregorio, 2007. "Defining Inflation Targets, the Policy Horizon and the Output-Inflation Tradeoff," Working Papers Central Bank of Chile, Central Bank of Chile 415, Central Bank of Chile.
  91. Francesco Nucci & Marianna Riggi, 2011. "Performance pay and shifts in macroeconomic correlations," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 800, Bank of Italy, Economic Research and International Relations Area.
  92. Vasco Carvalho & X. Gabaix, 2010. "The Great Diversification?," Working Papers 422, Barcelona Graduate School of Economics.
  93. D'Agostino, Antonello & Mendicino, Caterina, 2014. "Expectation-Driven Cycles: Time-varying Effects," MPRA Paper 53607, University Library of Munich, Germany.
  94. Barry Cynamon & Steven Fazzari & Mark Setterfield, 2013. "How the Great Moderation Became a (Contained) Depression and What to Do About It," Working Papers, Trinity College, Department of Economics 1303, Trinity College, Department of Economics.
  95. Koch, Christoffer, 2014. "Deposit Interest Rate Ceilings as Credit Supply Shifters: Bank Level Evidence on the Effects of Regulation Q," Working Papers, Federal Reserve Bank of Dallas 1406, Federal Reserve Bank of Dallas.
  96. Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) 108, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  97. Erdemlioglu, Deniz M & Xiao, Wei, 2008. "Indeterminate Equilibria in New Keynesian DSGE Model: An Application to the US Great Moderation," MPRA Paper 10322, University Library of Munich, Germany.
  98. Mumtaz, Haroon & Zanetti, Francesco, 2012. "Neutral technology shocks and employment dynamics: results based on an RBC identification scheme," Bank of England working papers 453, Bank of England.
  99. Valcarcel, Victor J., 2012. "The dynamic adjustments of stock prices to inflation disturbances," Journal of Economics and Business, Elsevier, Elsevier, vol. 64(2), pages 117-144.
  100. John W. Keating & Victor J. Valcarcel, 2012. "What's so Great about the Great Moderation? A Multi-Country Investigation of Time-Varying Volatilities of Output Growth and Inflation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201204, University of Kansas, Department of Economics.
  101. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper, Federal Reserve Bank of Richmond 14-10, Federal Reserve Bank of Richmond.